Simon
0d05bfd187
feat(factor): C1 因子相关性分析(横截面 Spearman 矩阵 + API)
- evaluation.factor_correlation_report:多因子共同日期 ∩ 后逐日横截面 Spearman 相关
取均值 → FactorCorrelationReport(冗余剔除前置,v3 §12 Correlation→Redundancy)
- ResearchService.run_factor_correlation + POST /api/factor-correlations
(universe/factors/period;与其它研究同装配口径)
- tests/test_factor_correlation.py:矩阵对角=1/近线性±相关符号/对称/无共同日期补零、
API 冒烟;全量 pytest 通过
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